mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 12,859 12,783 -76 -0.6% 12,522
High 12,911 12,886 -25 -0.2% 12,899
Low 12,771 12,664 -107 -0.8% 12,512
Close 12,786 12,882 96 0.8% 12,877
Range 140 222 82 58.6% 387
ATR 127 134 7 5.4% 0
Volume 113 126 13 11.5% 382
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,477 13,401 13,004
R3 13,255 13,179 12,943
R2 13,033 13,033 12,923
R1 12,957 12,957 12,902 12,995
PP 12,811 12,811 12,811 12,830
S1 12,735 12,735 12,862 12,773
S2 12,589 12,589 12,841
S3 12,367 12,513 12,821
S4 12,145 12,291 12,760
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 13,924 13,787 13,090
R3 13,537 13,400 12,984
R2 13,150 13,150 12,948
R1 13,013 13,013 12,913 13,082
PP 12,763 12,763 12,763 12,797
S1 12,626 12,626 12,842 12,695
S2 12,376 12,376 12,806
S3 11,989 12,239 12,771
S4 11,602 11,852 12,664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,911 12,623 288 2.2% 144 1.1% 90% False False 105
10 12,911 12,380 531 4.1% 144 1.1% 95% False False 81
20 13,150 12,380 770 6.0% 144 1.1% 65% False False 51
40 13,473 12,380 1,093 8.5% 106 0.8% 46% False False 30
60 13,486 12,380 1,106 8.6% 88 0.7% 45% False False 26
80 13,486 12,380 1,106 8.6% 68 0.5% 45% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,830
2.618 13,467
1.618 13,245
1.000 13,108
0.618 13,023
HIGH 12,886
0.618 12,801
0.500 12,775
0.382 12,749
LOW 12,664
0.618 12,527
1.000 12,442
1.618 12,305
2.618 12,083
4.250 11,721
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 12,846 12,851
PP 12,811 12,819
S1 12,775 12,788

These figures are updated between 7pm and 10pm EST after a trading day.

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